UB Paderborn / Katalog / Suche / in CDI

The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach

International review of economics & finance, 2011-10, Vol.20 (4), p.654-664

2011

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Using fast adaptive neural network classifier for mutual fund performance evaluation

Expert systems with applications, 2010-08, Vol.37 (8), p.6007-6011

2010

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IPO underpricing and flotation methods in Taiwan - a stochastic frontier approach

Applied economics, 2007-12, Vol.39 (21), p.2785-2796

2007

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Measuring sovereign credit risk using a structural model approach

Review of quantitative finance and accounting, 2016-11, Vol.47 (4), p.1097-1128

2016

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The Level and Stability of Institutional Ownership and Firm Performance: Evidence from Taiwan

Emerging markets finance & trade, 2014-03, Vol.50 (sup2), p.159-173

2014

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Futures mispricing, order imbalance, and short-selling constraints

International review of economics & finance, 2013-01, Vol.25, p.408-423

2013

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The pricing of deposit insurance considering bankruptcy costs and closure policies

Journal of banking & finance, 2009-10, Vol.33 (10), p.1909-1919

2009

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Default correlation at the sovereign level: evidence from some Latin American markets

Applied economics, 2011-04, Vol.43 (11), p.1399-1411

2011

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Pricing American Asian options with higher moments in the underlying distribution

Journal of computational and applied mathematics, 2009, Vol.223 (1), p.304-313

2009

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Hedging and Optimal Hedge Ratios for International Index Futures Markets

Review of Pacific basin financial markets and policies, 2009-12, Vol.12 (4), p.593-610

2009

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Pricing European Asian options with skewness and kurtosis in the underlying distribution

The journal of futures markets, 2008-06, Vol.28 (6), p.598-616

2008

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Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government

Review of Pacific basin financial markets and policies, 2011-03, Vol.14 (1), p.153-169

2011

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Stock Repurchase and Agency Problems: New Evidence in Taiwan's Stock Market

Emerging markets finance & trade, 2008-01, Vol.44 (1), p.84-94

2008

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Agency Theory and Flotation Methods in Seasoned Equity Offerings: The Case in Taiwan

Review of Pacific basin financial markets and policies, 2008-12, Vol.11 (4), p.555-567

2008

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Mutual Fund Performance Evaluation System Using Fast Adaptive Neural Network Classifier

2008 Fourth International Conference on Natural Computation, 2008, Vol.2, p.479-483

2008

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The Edgeworth Binomial GARCH Model in Pricing American Asian Options

企業管理學報, 2007-03 (72), p.17-36

2007

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Expiration Day Effects: Empirical Evidence from Taiwan

Journal of global business issues, 2008-04, p.51

2008

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Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan

Journal of international financial markets, institutions & money, 2008-07, Vol.18 (3), p.259-271

2008

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Cost efficiency and the effect of mergers on the Taiwanese banking industry

The Service industries journal, 2004-07, Vol.24 (4), p.21-39

2004

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Cost Structure and Efficiency of the Credit Departments of the Farmers' Association in Taiwan

Review of Pacific basin financial markets and policies, 2006-09, Vol.9 (3), p.385

2006

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The 4th annual Asia-Pacific association of derivatives conference

The journal of futures markets, 2008-06, Vol.28 (6), p.518-616

2008

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Insider transfer trading of banking companies around exchange listing

Journal of financial intermediation, 2006-04, Vol.15 (2), p.215-234

2006

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Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan

Review of Pacific basin financial markets and policies, 2006-09, Vol.9 (3), p.385-403

2006

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Using Alternative Models and a Combining Technique in Credit Rating Forecasting: An Empirical Study

Handbook of Financial Econometrics and Statistics, 2014, p.729-750

2014

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A Generalized Model for Optimum Futures Hedge Ratio

Handbook of Financial Econometrics and Statistics, 2014, p.2561-2576

2014

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The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach

Using fast adaptive neural network classifier for mutual fund performance evaluation

IPO underpricing and flotation methods in Taiwan - a stochastic frontier approach

Measuring sovereign credit risk using a structural model approach

The Level and Stability of Institutional Ownership and Firm Performance: Evidence from Taiwan

Futures mispricing, order imbalance, and short-selling constraints

The pricing of deposit insurance considering bankruptcy costs and closure policies

Default correlation at the sovereign level: evidence from some Latin American markets

Pricing American Asian options with higher moments in the underlying distribution

Hedging and Optimal Hedge Ratios for International Index Futures Markets

Pricing European Asian options with skewness and kurtosis in the underlying distribution

Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government

Stock Repurchase and Agency Problems: New Evidence in Taiwan's Stock Market

Agency Theory and Flotation Methods in Seasoned Equity Offerings: The Case in Taiwan

Mutual Fund Performance Evaluation System Using Fast Adaptive Neural Network Classifier

The Edgeworth Binomial GARCH Model in Pricing American Asian Options

Expiration Day Effects: Empirical Evidence from Taiwan

Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan

Cost efficiency and the effect of mergers on the Taiwanese banking industry

Cost Structure and Efficiency of the Credit Departments of the Farmers' Association in Taiwan

The 4th annual Asia-Pacific association of derivatives conference

Insider transfer trading of banking companies around exchange listing

Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan

Using Alternative Models and a Combining Technique in Credit Rating Forecasting: An Empirical Study

A Generalized Model for Optimum Futures Hedge Ratio

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